Chicago two major airports. For the international flights this is O'hare Airport and for the domestic flights this is Midway Airport. From O'Hare you can take the blue line rapid train to the downtown area and from Midway the Orange line to downtown.If you travel with Amtrak you can arrive at Chicago's Central station, which is famous of the movie 'The untouchables'.In the three and a half month I was in Chicago, I only walked, used the train/subway, taxis or rented a car for transportation.